On the von mises approximation for the distribution of the phase angle between two independent complex Gaussian vectors

Abstract

This paper analyses the von Mises approximation for the distribution of the phase angle between two independent complex Gaussian vectors. By upper bounding the Kullback-Leibler divergence, it is shown that when their circular means and variances coincide, the distribution converges to a von Mises distribution both in the low and high signal-to-noise ratio regimes.